I would also recommend you check out "Punk Rock Xmas". Definitely not for everyone but with your range of interest, you might like it. It's pretty old so you may have some trouble finding it. My favorites on there are "Merry Christmas (I don't wanna fight tonight)" by the Ramones, "Daddy Drank our Xmas Money" by TVTV and "Run Run Rudolph". You wont find it on any CD but Tiny Tim singing "Santa's got the AIDS this year" should find it's way onto your hard drive.
I would also recommend you find David Bowie and Bing Crosby singing Little Drummer Boy.
I remember hearing Howard Stern play that Tiny Tim song a few years ago. A co-worker, whose office was next to mine, went apoplectic over that song!
Speaking of twisted Christmas, I'm watching one of my all-time favorite Christmas TV show's -- the "Married With Children" featuring Sam Kinison as Al Bundy's guardian angel.
On a not-so-twisted note, my all-time favorite Christmas song is Elvis Presley's "Blue Christmas."